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Ask Me Anything: I'm a Currency Volatility...I work as a currency volatility trader and manage one of the bigger G10 blocs in London. I've been lucky enough to get responsibility early in my career. I started off managing a single currency book a few months into the job, and have steadily been granted more responsibility to where I am today.... 2 years 2 months
A Few Good Men: LIBOR StyleA Few Good Men: LIBOR Style via Dan Davies Deputy Governor, we live in a world that has interest rates. And those interest rates have to be set as the average of a panel of banks... Who's gonna do it. You? You, Deputy Governor? I have a greater responsibility than you can possibly fathom.... 3 years 6 days
How to Start Trading (Compliments of Bondarb)There have been a few requests to find the classic post by Bondarb, so it made sense to sticky it. This is what he wrote: Here is how you learn about trading: Have at least 5k. If you dont have that then get it somehow, use your imagination. Set up an account on Interactive Brokers that... 3 years 3 months
Non-Farm Pay-ROLL CALL!After a very solid ADP employment report a few days ago, what do you all think the number will be? Just for reference, current economist estimate is ~175k, some people dream bigger than others (see: Just for... 4 years 6 months
Dynamic Hedging by TalebDoes anyone have Dynamic Hedging by Taleb e-book? If so can you pm me, I'd really appreciate it. 5 years 2 weeks
LeBron James Joins HeatSo now that LeBron has joined the heat, what's your market on: 1. Heat Championship 2. Lakers-Heat Final 5 years 2 weeks
Those Poor Gulf Coast Walruses (Walri?)Ladies and Gentlemen, we can all reast at ease, BP has everything under control, they've been prepared for this scenario for years. That's right, no one should be concerned, BP has a very thorough Response Plan in the event of a Gulf Coast oil spill like this one: [quote] The Gulf Coast... 5 years 1 month
Premeir World Cup Players Dropping like FliesWell folks, I couldn't be happier I decided not to bet on the Ivory Coast's ~30:1 odds to win the World Cup the other day. With the likes of both Toure's, Kalou... 5 years 1 month
Black... Thursday?! (The official WTF is going on...Since we are witnessing history in the making, I figured we might as well start talking about it! Dow was down 1000 points and is only down 400 now. Yen was up nearly 6% against the dollar. P... 5 years 2 months
London 2010I just found out that I'm going to be starting in London for next year (from US) and was wondering who else is headed there. Feel free to PM if you'd prefer. 5 years 8 months


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I can't read the article either, but I am pretty...I can't read the article either, but I am pretty sure Martinghoul is right about the gist. Mexico trades nearly like a developed market in terms of liquidity, whereas you have many countries in Latin/South America which are rather illiquid. Let's say you had exposure to Venezuela or Colombia, which... 16 hours 28 min
The vast majority of people get hired from SA so...The vast majority of people get hired from SA so I'd pick the school which has the connections to put you there. If you want to trade, get a SA role and focus on trading rotations simple as that. Let's not make this more complicated than it is. If you are fishing for me to tell you to go to... 2 months 2 days
SpaceMarine: Thank you so much Revsly. Since you...[quote=SpaceMarine]Thank you so much Revsly. Since you're trading FX derivatives at a BB yourself (which is also an area of interest for me), I guess your comment is based on the fact that your floor has hired CMU grads in the past. But how difficult would you say is getting a trading/research job... 2 months 4 days
Tepper. The OCR is good and has good placement...Tepper. The OCR is good and has good placement into fixed income trading, particularly derivatives. 2 months 1 week
No No 3 months 2 weeks
Are you looking to do sales or trading? Boston...Are you looking to do sales or trading? Boston will not have a trading desk, it exists to cover a few accounts. There are some good/big ones there, but unless you are particularly partial to Boston, ML hands down. 3 months 3 weeks
In general, not quantitative. If you're...In general, not quantitative. If you're interested in the more quantitative side, FX offers some of the deepest exotic derivatives markets of any product, so there's plenty of room. Otherwise it's very macro. 3 months 3 weeks
huhahaha: Martinghoul: In broad monetary...[quote=huhahaha] Martinghoul: In broad monetary policy terms, this can happen when, for example, rates are high. One scenario is when the current short rate is perceived to be higher than the potential future growth rate of the economy. More specifically, policy mistakes by the central bank,... 1 year 1 week
Listen to Martinghoul, he know's what he's...Listen to Martinghoul, he know's what he's talking about. If you join the macro space, all else equal definitely try to be on a more derivatives desk (particularly vol). 1 year 2 months
Perhaps talk about local vol and stoch vol models...Perhaps talk about local vol and stoch vol models. 1 year 3 months